Modem issue?

I got a new internet plan, that gives me faster internet. (For gaming) and when I connect to my modem on my laptop through wifi, randomly I'll get hard lag. Before, I would connect to a router I bought and I would be fine. So, I connect router to modem and connected to router. But why do I lag when I connect to modem but not the router? I've had same issue with other modems.